-64.8%
JD vs AFRM
-28.4%
-36.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -4.1% | -4.4% | +0.3% | -3.5% |
| 30D | +4.6% | -7.7% | +12.3% | +5.7% |
| 3M | -4.7% | -16.9% | +12.1% | -2.5% |
| 6M | -17.4% | +2.5% | -19.8% | -18.9% |
| YTD | +0.7% | -12.5% | +13.2% | +0.3% |
| 1Y | -5.9% | -11.0% | +5.2% | -6.8% |
| 3Y | +18.9% | +184.6% | -165.7% | -12.7% |
| 5Y | -62.9% | -56.3% | -6.6% | -71.4% |
| All | -64.8% | -28.4% | -36.4% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling